Towards a unified framework for high and low frequency return volatility modeling
Author:
Affiliation:
1. Department of Finance, J.L. Kellogg Graduate School of Management, Northwestern University, 2001 Sheridan Road, Evanston, IL 60208, USA,
2. Department of Economics, Rouss Hall, University of Virginia, Charlottesville, VA 22901, USA and N.B.E.R.
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/1467-9574.00085
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